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I'll add another to the list. Chief Osceola in the 2nd Seminole Indian Wars. For evading armies, guerilla warfare, and general evasiveness throughout the state of Florida.
The only way Col Jesup caught him was to capture him in a ruse of "peace discussions" under a flag of truce.
A little less-known, def. not the greatest of all-time, but an admirable leader against a greater opponent. Out-gunned, out-manned, but not out-manuevered. Osceola.
I'd second that. Along with Jackson and Lee. Several of the great plains Indians deserve to be included as well.